Serena Ng - Publications, H-index & Citations | Canyam

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Serena Ng

columbia university

60H-index

272Paper Count

2.5WCitation Count

Published Papers 44

Publication Date

The economic impact of low- and high-frequency temperature changes

European Economic Review

IF2.4

2026-06-30

0

PREAI

Nikolay Gospodinov; Ignacio Lopez Gaffney; Serena Ng

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Constructing high frequency economic indicators by imputation

ECONOMETRICS JOURNAL

IF7

2023-11-15

1

OAAI

Ng, Serena; Scanlan, Susannah

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Approximate factor models with weaker loadings

JOURNAL OF ECONOMETRICS

IF4

2023-08-01

13

OAAI

Bai, Jushan; Ng, Serena

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Time series estimation of the dynamic effects of disaster-type shocks

JOURNAL OF ECONOMETRICS

IF4

2023-07-01

7

OAAI

Davis, Richard; Ng, Serena

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Factor-based imputation of missing values and covariances in panel data of large dimensions

JOURNAL OF ECONOMETRICS

IF4

2023-03-01

17

OAAI

Cahan, Ercument; Bai, Jushan; Ng, Serena

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Five decades of the Journal of Econometrics: An activity report.

JOURNAL OF ECONOMETRICS

IF4

2023-03-01

2

PREAI

Ng, Serena; Tamer, Elie

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Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?

AMERICAN ECONOMIC JOURNAL-MACROECONOMICS

IF5.7

2021-10-01

295

OAAI

Ludvigson, Sydney C.; Ma, Sai; Ng, Serena

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Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

IF3

2021-09-20

52

OAAI

Bai, Jushan; Ng, Serena

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Annals Issue: PI-Day Honoring Pierre Perron introduction

JOURNAL OF ECONOMETRICS

IF4

2021-09-01

0

PREAI

Ng, Serena; Qu, Zhongjun; Vogelsang, Timothy

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Boosting high dimensional predictive regressions with time varying parameters

JOURNAL OF ECONOMETRICS

IF4

2021-09-01

17

OAAI

Yousuf, Kashif; Ng, Serena

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An Econometric Perspective on Algorithmic Subsampling

ANNUAL REVIEW OF ECONOMICS

IF0

2020-08-02

7

OAAI

Lee, Sokbae; Ng, Serena

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Rank regularized estimation of approximate factor models

JOURNAL OF ECONOMETRICS

IF4

2019-09-01

43

OAAI

Bai, Jushan; Ng, Serena

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The ABC of simulation estimation with auxiliary statistics

JOURNAL OF ECONOMETRICS

IF4

2018-07-01

15

OAAI

Forneron, Jean-Jacques; Ng, Serena

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Level and volatility factors in macroeconomic data

JOURNAL OF MONETARY ECONOMICS

IF4.1

2017-11-01

15

OAAI

Gorodnichenko, Yuriy; Ng, Serena

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Simulated minimum distance estimation of dynamic models with errors-in-variables

JOURNAL OF ECONOMETRICS

IF4

2017-10-01

13

OAAI

Gospodinov, Nikolay; Kornunjer, Ivana; Ng, Serena

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Measuring Uncertainty

AMERICAN ECONOMIC REVIEW

IF11.6

2015-03-01

1.6K

PREAI

Jurado, Kyle; Ludvigson, Sydney C.; Ng, Serena

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DYNAMIC HIERARCHICAL FACTOR MODELS

REVIEW OF ECONOMICS AND STATISTICS

IF6.8

2013-12-01

74

OAAI

Moench, Emanuel; Ng, Serena; Potter, Simon

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Facts and Challenges from the Great Recession for Forecasting and Macroeconomic Modeling

JOURNAL OF ECONOMIC LITERATURE

IF10.6

2013-12-01

105

OAAI

Ng, Serena; Wright, Jonathan H.

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Principal components estimation and identification of static factors

JOURNAL OF ECONOMETRICS

IF4

2013-09-01

172

PREAI

Bai, Jushan; Ng, Serena

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COMMODITY PRICES, CONVENIENCE YIELDS, AND INFLATION

REVIEW OF ECONOMICS AND STATISTICS

IF6.8

2013-03-01

81

OAAI

Gospodinov, Nikolay; Ng, Serena

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